Private breeders and most pet stores sell canaries as pets. Bird shows and fairs may also provide sales areas where canaries are auctioned off by various canary breeders after exhibition and judging.
Breeders are sometimes protective of their birds. In order to get an appointment with one, you might need a referral. Pet stores are likely to sell birds without a reference, but are generally in inferior condition.
Another option is to adopt a canary in need from an animal shelter or animal rescue organization. These birds are not necessarily unhealthy, but may have been turned over for care due to overcrowding at a private breeder.